[--[65.84.65.76]--]

ICICIBANK

Icici Bank Ltd.
1383.6 +15.90 (1.16%)
L: 1354.4 H: 1387.7

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Historical option data for ICICIBANK

29 Jan 2026 04:10 PM IST
ICICIBANK 24-FEB-2026 1380 CE
Delta: 0.61
Vega: 1.42
Theta: -0.66
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1383.60 31.6 9.35 16 7,367 -473 2,252
28 Jan 1367.70 22.15 0.2 15.42 6,233 573 2,727
27 Jan 1361.40 22.9 7.65 17.72 4,658 577 2,173
23 Jan 1343.40 15.6 -0.8 15.64 1,118 148 1,596
22 Jan 1345.50 16.6 -2 15.94 1,258 477 1,446
21 Jan 1349.00 18.4 -12.15 16.56 2,404 654 952
20 Jan 1375.80 31 -2.05 15.58 622 -24 299
19 Jan 1380.60 32 -34.9 15.12 1,012 291 327
16 Jan 1410.80 66.9 7.65 - 0 0 36
14 Jan 1418.40 66.9 7.65 18.78 1 0 35
13 Jan 1437.00 59.25 0.25 - 0 0 0
12 Jan 1413.10 59.25 0.25 10.28 1 0 36
9 Jan 1404.30 59 -20 17.21 3 -1 36
8 Jan 1435.00 79 6.05 14.79 2 0 38
7 Jan 1427.70 72.95 10.65 15.58 277 28 71
6 Jan 1411.20 62.3 26.75 16.11 20 -4 44
5 Jan 1371.50 33.9 6.3 13.97 48 9 48
2 Jan 1355.40 27.55 5.55 14.53 33 21 39
1 Jan 1338.00 22 -2.45 15.39 5 2 19
31 Dec 1342.90 23.6 0.1 14.86 27 12 15
30 Dec 1342.50 23.5 -2.8 13.77 1 0 3
29 Dec 1343.30 26.3 -3.8 15.62 1 0 3
26 Dec 1350.40 30.1 -25.85 15.18 3 2 2
24 Dec 1359.80 55.95 0 - 0 0 0
23 Dec 1363.00 55.95 0 - 0 0 0
22 Dec 1368.50 55.95 0 - 0 0 0
19 Dec 1354.10 55.95 0 0.04 0 0 0
18 Dec 1356.80 55.95 0 - 0 0 0
17 Dec 1352.40 55.95 0 0.01 0 0 0
16 Dec 1366.00 55.95 0 - 0 0 0
15 Dec 1365.20 55.95 - - 0 0 0
12 Dec 1366.00 55.95 0 - 0 0 0
11 Dec 1360.00 55.95 0 - 0 0 0
10 Dec 1363.60 55.95 0 - 0 0 0
9 Dec 1375.20 55.95 - - 0 0 0
8 Dec 1389.60 55.95 0 - 0 0 0
5 Dec 1392.50 - - - 0 0 0
4 Dec 1386.70 55.95 0 - 0 0 0
3 Dec 1391.50 55.95 0 - 0 0 0
2 Dec 1373.00 - - - 0 0 0
1 Dec 1390.10 55.95 0 - 0 0 0
28 Nov 1388.80 55.95 0 - 0 0 0
27 Nov 1392.20 55.95 0 - 0 0 0


For Icici Bank Ltd. - strike price 1380 expiring on 24FEB2026

Delta for 1380 CE is 0.61

Historical price for 1380 CE is as follows

On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 31.6, which was 9.35 higher than the previous day. The implied volatity was 16, the open interest changed by -473 which decreased total open position to 2252


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 22.15, which was 0.2 higher than the previous day. The implied volatity was 15.42, the open interest changed by 573 which increased total open position to 2727


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 22.9, which was 7.65 higher than the previous day. The implied volatity was 17.72, the open interest changed by 577 which increased total open position to 2173


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 15.6, which was -0.8 lower than the previous day. The implied volatity was 15.64, the open interest changed by 148 which increased total open position to 1596


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 16.6, which was -2 lower than the previous day. The implied volatity was 15.94, the open interest changed by 477 which increased total open position to 1446


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 18.4, which was -12.15 lower than the previous day. The implied volatity was 16.56, the open interest changed by 654 which increased total open position to 952


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 31, which was -2.05 lower than the previous day. The implied volatity was 15.58, the open interest changed by -24 which decreased total open position to 299


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 32, which was -34.9 lower than the previous day. The implied volatity was 15.12, the open interest changed by 291 which increased total open position to 327


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 66.9, which was 7.65 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 36


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 66.9, which was 7.65 higher than the previous day. The implied volatity was 18.78, the open interest changed by 0 which decreased total open position to 35


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 59.25, which was 0.25 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Jan ICICIBANK was trading at 1413.10. The strike last trading price was 59.25, which was 0.25 higher than the previous day. The implied volatity was 10.28, the open interest changed by 0 which decreased total open position to 36


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 59, which was -20 lower than the previous day. The implied volatity was 17.21, the open interest changed by -1 which decreased total open position to 36


On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 79, which was 6.05 higher than the previous day. The implied volatity was 14.79, the open interest changed by 0 which decreased total open position to 38


On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 72.95, which was 10.65 higher than the previous day. The implied volatity was 15.58, the open interest changed by 28 which increased total open position to 71


On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 62.3, which was 26.75 higher than the previous day. The implied volatity was 16.11, the open interest changed by -4 which decreased total open position to 44


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 33.9, which was 6.3 higher than the previous day. The implied volatity was 13.97, the open interest changed by 9 which increased total open position to 48


On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 27.55, which was 5.55 higher than the previous day. The implied volatity was 14.53, the open interest changed by 21 which increased total open position to 39


On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 22, which was -2.45 lower than the previous day. The implied volatity was 15.39, the open interest changed by 2 which increased total open position to 19


On 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 23.6, which was 0.1 higher than the previous day. The implied volatity was 14.86, the open interest changed by 12 which increased total open position to 15


On 30 Dec ICICIBANK was trading at 1342.50. The strike last trading price was 23.5, which was -2.8 lower than the previous day. The implied volatity was 13.77, the open interest changed by 0 which decreased total open position to 3


On 29 Dec ICICIBANK was trading at 1343.30. The strike last trading price was 26.3, which was -3.8 lower than the previous day. The implied volatity was 15.62, the open interest changed by 0 which decreased total open position to 3


On 26 Dec ICICIBANK was trading at 1350.40. The strike last trading price was 30.1, which was -25.85 lower than the previous day. The implied volatity was 15.18, the open interest changed by 2 which increased total open position to 2


On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was 0.04, the open interest changed by 0 which decreased total open position to 0


On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was 0.01, the open interest changed by 0 which decreased total open position to 0


On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 55.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 55.95, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 55.95, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


ICICIBANK 24FEB2026 1380 PE
Delta: -0.4
Vega: 1.43
Theta: -0.33
Gamma: 0.01
Date Close Ltp Change IV Volume OI Chg OI
29 Jan 1383.60 19.05 -9.35 17.57 3,765 128 2,148
28 Jan 1367.70 28.1 -1.7 18.4 3,701 561 2,028
27 Jan 1361.40 29.4 -13.15 18.66 1,163 332 1,469
23 Jan 1343.40 41.85 2 18.46 558 438 1,139
22 Jan 1345.50 38.8 -4.4 16.76 93 12 702
21 Jan 1349.00 44.25 18.8 20.04 401 2 691
20 Jan 1375.80 26.05 0.8 17.85 1,005 375 692
19 Jan 1380.60 26.25 1.5 18.36 596 34 310
16 Jan 1410.80 24.25 6.65 24.32 355 140 276
14 Jan 1418.40 18.25 4.8 20.9 118 33 137
13 Jan 1437.00 13.4 -5.6 20.83 78 12 104
12 Jan 1413.10 19 -1.05 21.59 125 19 92
9 Jan 1404.30 20.5 5.45 19.37 132 13 72
8 Jan 1435.00 15 -0.35 20.78 109 -39 68
7 Jan 1427.70 15.35 -4.25 19.46 127 -6 106
6 Jan 1411.20 19.6 -12.4 19.31 320 51 115
5 Jan 1371.50 32 -6.85 18.41 39 30 63
2 Jan 1355.40 38.85 6.85 17.59 38 32 33
1 Jan 1338.00 32 -25.35 - 0 0 1
31 Dec 1342.90 32 -25.35 - 0 0 0
30 Dec 1342.50 32 -25.35 - 0 0 1
29 Dec 1343.30 32 -25.35 - 0 0 1
26 Dec 1350.40 32 -25.35 - 0 0 1
24 Dec 1359.80 32 -25.35 - 1 0 0
23 Dec 1363.00 57.35 0 0.33 0 0 0
22 Dec 1368.50 57.35 0 0.66 0 0 0
19 Dec 1354.10 57.35 0 - 0 0 0
18 Dec 1356.80 57.35 0 - 0 0 0
17 Dec 1352.40 57.35 0 - 0 0 0
16 Dec 1366.00 57.35 0 0.63 0 0 0
15 Dec 1365.20 57.35 - - 0 0 0
12 Dec 1366.00 57.35 0 0.71 0 0 0
11 Dec 1360.00 57.35 0 0.49 0 0 0
10 Dec 1363.60 57.35 0 0.65 0 0 0
9 Dec 1375.20 57.35 - - 0 0 0
8 Dec 1389.60 57.35 0 1.62 0 0 0
5 Dec 1392.50 - - - 0 0 0
4 Dec 1386.70 57.35 0 1.64 0 0 0
3 Dec 1391.50 57.35 0 - 0 0 0
2 Dec 1373.00 - - - 0 0 0
1 Dec 1390.10 57.35 0 1.79 0 0 0
28 Nov 1388.80 57.35 0 1.77 0 0 0
27 Nov 1392.20 57.35 0 1.94 0 0 0


For Icici Bank Ltd. - strike price 1380 expiring on 24FEB2026

Delta for 1380 PE is -0.4

Historical price for 1380 PE is as follows

On 29 Jan ICICIBANK was trading at 1383.60. The strike last trading price was 19.05, which was -9.35 lower than the previous day. The implied volatity was 17.57, the open interest changed by 128 which increased total open position to 2148


On 28 Jan ICICIBANK was trading at 1367.70. The strike last trading price was 28.1, which was -1.7 lower than the previous day. The implied volatity was 18.4, the open interest changed by 561 which increased total open position to 2028


On 27 Jan ICICIBANK was trading at 1361.40. The strike last trading price was 29.4, which was -13.15 lower than the previous day. The implied volatity was 18.66, the open interest changed by 332 which increased total open position to 1469


On 23 Jan ICICIBANK was trading at 1343.40. The strike last trading price was 41.85, which was 2 higher than the previous day. The implied volatity was 18.46, the open interest changed by 438 which increased total open position to 1139


On 22 Jan ICICIBANK was trading at 1345.50. The strike last trading price was 38.8, which was -4.4 lower than the previous day. The implied volatity was 16.76, the open interest changed by 12 which increased total open position to 702


On 21 Jan ICICIBANK was trading at 1349.00. The strike last trading price was 44.25, which was 18.8 higher than the previous day. The implied volatity was 20.04, the open interest changed by 2 which increased total open position to 691


On 20 Jan ICICIBANK was trading at 1375.80. The strike last trading price was 26.05, which was 0.8 higher than the previous day. The implied volatity was 17.85, the open interest changed by 375 which increased total open position to 692


On 19 Jan ICICIBANK was trading at 1380.60. The strike last trading price was 26.25, which was 1.5 higher than the previous day. The implied volatity was 18.36, the open interest changed by 34 which increased total open position to 310


On 16 Jan ICICIBANK was trading at 1410.80. The strike last trading price was 24.25, which was 6.65 higher than the previous day. The implied volatity was 24.32, the open interest changed by 140 which increased total open position to 276


On 14 Jan ICICIBANK was trading at 1418.40. The strike last trading price was 18.25, which was 4.8 higher than the previous day. The implied volatity was 20.9, the open interest changed by 33 which increased total open position to 137


On 13 Jan ICICIBANK was trading at 1437.00. The strike last trading price was 13.4, which was -5.6 lower than the previous day. The implied volatity was 20.83, the open interest changed by 12 which increased total open position to 104


On 12 Jan ICICIBANK was trading at 1413.10. The strike last trading price was 19, which was -1.05 lower than the previous day. The implied volatity was 21.59, the open interest changed by 19 which increased total open position to 92


On 9 Jan ICICIBANK was trading at 1404.30. The strike last trading price was 20.5, which was 5.45 higher than the previous day. The implied volatity was 19.37, the open interest changed by 13 which increased total open position to 72


On 8 Jan ICICIBANK was trading at 1435.00. The strike last trading price was 15, which was -0.35 lower than the previous day. The implied volatity was 20.78, the open interest changed by -39 which decreased total open position to 68


On 7 Jan ICICIBANK was trading at 1427.70. The strike last trading price was 15.35, which was -4.25 lower than the previous day. The implied volatity was 19.46, the open interest changed by -6 which decreased total open position to 106


On 6 Jan ICICIBANK was trading at 1411.20. The strike last trading price was 19.6, which was -12.4 lower than the previous day. The implied volatity was 19.31, the open interest changed by 51 which increased total open position to 115


On 5 Jan ICICIBANK was trading at 1371.50. The strike last trading price was 32, which was -6.85 lower than the previous day. The implied volatity was 18.41, the open interest changed by 30 which increased total open position to 63


On 2 Jan ICICIBANK was trading at 1355.40. The strike last trading price was 38.85, which was 6.85 higher than the previous day. The implied volatity was 17.59, the open interest changed by 32 which increased total open position to 33


On 1 Jan ICICIBANK was trading at 1338.00. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 31 Dec ICICIBANK was trading at 1342.90. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 30 Dec ICICIBANK was trading at 1342.50. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 29 Dec ICICIBANK was trading at 1343.30. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 26 Dec ICICIBANK was trading at 1350.40. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1


On 24 Dec ICICIBANK was trading at 1359.80. The strike last trading price was 32, which was -25.35 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 23 Dec ICICIBANK was trading at 1363.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.33, the open interest changed by 0 which decreased total open position to 0


On 22 Dec ICICIBANK was trading at 1368.50. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.66, the open interest changed by 0 which decreased total open position to 0


On 19 Dec ICICIBANK was trading at 1354.10. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Dec ICICIBANK was trading at 1356.80. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 17 Dec ICICIBANK was trading at 1352.40. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 16 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.63, the open interest changed by 0 which decreased total open position to 0


On 15 Dec ICICIBANK was trading at 1365.20. The strike last trading price was 57.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Dec ICICIBANK was trading at 1366.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.71, the open interest changed by 0 which decreased total open position to 0


On 11 Dec ICICIBANK was trading at 1360.00. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.49, the open interest changed by 0 which decreased total open position to 0


On 10 Dec ICICIBANK was trading at 1363.60. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 0.65, the open interest changed by 0 which decreased total open position to 0


On 9 Dec ICICIBANK was trading at 1375.20. The strike last trading price was 57.35, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 8 Dec ICICIBANK was trading at 1389.60. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.62, the open interest changed by 0 which decreased total open position to 0


On 5 Dec ICICIBANK was trading at 1392.50. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 4 Dec ICICIBANK was trading at 1386.70. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.64, the open interest changed by 0 which decreased total open position to 0


On 3 Dec ICICIBANK was trading at 1391.50. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec ICICIBANK was trading at 1373.00. The strike last trading price was -, which was - lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 1 Dec ICICIBANK was trading at 1390.10. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.79, the open interest changed by 0 which decreased total open position to 0


On 28 Nov ICICIBANK was trading at 1388.80. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.77, the open interest changed by 0 which decreased total open position to 0


On 27 Nov ICICIBANK was trading at 1392.20. The strike last trading price was 57.35, which was 0 lower than the previous day. The implied volatity was 1.94, the open interest changed by 0 which decreased total open position to 0